From your list I think that ThaliaLee sounds best, as much as I like the other names they don't really flow well with the middle name (I'm sorry!)

Ellis- For me this is a little too masculine, especially with the middle name Lee. Annalie- Beautiful name, but AnnalieLee doesn't flow very well with the repetition of LeeFlorence- I like the name but again I don't think it works well with LeeLotte- LotteLee, I'm sorry but both names don't flow together well.Thalia- I like name with Lee, sounds great with Sabine!Ivy- I think IvyLee flows well, but I just want to say Ivy League!
Svea - I really like Svea, it's a shame your husband doesn't like it!Everly - Same as Annalie with the repetition of Lee

Thanks so much for everyone's feedback! I always say that I think the hardest part of pregnancy is coming up with a name, and this baby is certainly giving us a run for our money What makes it so hard is that my hubby and I are both so picky and yet we have very different styles - he likes more classic names (i.e. Claire) and I like names that are a little unusual and quirky (i.e. Tove).

Just to clarify: the middle name Lee isn't a requirement - it's just a thought, so we're open to names that don't match with Lee. Also, Nele is pronounced "Neh-Leh". It's currently very popular in Germany (#18 in 2012), and is an old nickname for Helena or Cornelia (neither of which we're a fan of, unfortunately).